Evolutionary arbitrage for FTSE-100 index options and futures.
Sheri MarkoseEdward TsangHakan ErAbdel SalhiPublished in: CEC (2001)
Keyphrases
- financial markets
- futures market
- stock price
- option pricing
- genetic algorithm
- index structure
- evolutionary computation
- evolutionary process
- database
- data sets
- knowledge base
- decision trees
- evolutionary algorithm
- indexing techniques
- indexing scheme
- indexing method
- evolutionary optimization
- subsequence matching
- evolutionary methods
- neural network